Leonardo Valencia

Leo is an Electrical Engineer, Physicist and Inventor. He worked at Bell Labs and Cadence Design Systems developing advanced mathematical simulation algorithms and tools used in microchip design (EDA). Leo used his extensive mathematical knowledge to create a full suite of Volatility analysis tools, including advanced neural nets for volatility forecasting that model, simulate and execute a set of complex options strategies using Index Options. In addition, Leo has extensive experience with the modeling and pricing of complex financial derivatives as well as practical systems of volatility trading at institutional level.